Preheat a grill to medium-high heat.
For the marinade: Whisk together the oil, vinegar, mustard, basil, honey, salt, pepper and garlic in a small bowl. The marinade can be made 2 days in advance and kept in the refrigerator.
For the veggies and cheese: Place the mushrooms, tomatoes, chile pepper, squash and zucchini in a plastic bag and pour the marinade over. Marinate for 3 to 4 hours.
For the spicy avocado dill dip: Mash the avocado with a fork in a medium bowl. Add the sour cream and whisk until well combined. Stir in the dill, scallions, garlic, jalapeno, salt and black pepper. Chill in the refrigerator for about 30 minutes. Yield: 2 cups.
Remove the vegetables and cheese from the marinade, reserving any leftover marinade. Thread each type of vegetable all onto 1 skewer to ensure proper cooking time for each vegetable. Place the zucchini, squash, pepper and mushroom skewers on the grill first. Grill, turning once, until the vegetables have charred and softened, 8 to 10 minutes. Grill the halloumi and cherry tomatoes, 3 to 4 minutes.
Once the vegetables are cooked, transfer them from the skewer to a bowl. Toss with extra marinade. Serve the vegetables with toothpicks and the spicy avocado dill dip.
Baby version: Assemble skewers as instructed above eliminating the anaheim peppers.
If you are traveling from a prep area to another grilling destination, pack an "On the Go Grilling bag." Some suggested items to include to make cooking cleaner and easier are things like heat resistant gloves, matches, a mini cutting board, salt, pepper towels, tongs, disposable gloves, paper towels, a knife, trash bags, newspaper and kitchen shears or scissors.